STRATEGY VWAP MOMENTUM

20251124 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 11

Periodo: 2025-11-24 08:44:00 - 2025-11-24 22:59:00

Exposure Days: 1

Trades per Day: 11.00

Avg Duration: 72.91 min

Median Duration: 51.00 min

PERFORMANCE

Total Profit: $4,080.00

Avg Profit: $370.91

Median Profit: $-350.00

Std Profit: $1,764.77

Profit Factor: 1.67

WIN/LOSS

Win Rate: 40.0%

Winners / Losers: 4 / 6 (Ratio: 1:2)

Gross Profit: $10,135.00

Gross Loss: $-6,055.00

Avg Winner: $2,027.00

Avg Loser: $-1,009.17

Avg Winner / Avg Loser: (Ratio: 1:2.01)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-2,245.00

Sharpe Ratio: 0.21

Sortino Ratio: 0.67

Ulcer Index: 120.83

EXIT REASONS

TARGET exits: 4 (36.4%)

STOP exits: 3 (27.3%)

EOD exits: 1 (9.1%)

LONG ENTRIES (BUY)

Total LONG: 8

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $6,390.00

Avg P&L: $798.75

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,310.00

Avg P&L: $-770.00

CUMULATIVE P&L